+153.0%
VLO vs ADSK
-34.7%
+187.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +5.3% | -2.5% | +7.8% | +5.4% |
| 30D | +18.2% | -14.9% | +33.1% | +18.5% |
| 3M | +53.3% | +3.3% | +50.0% | +52.5% |
| 6M | +70.4% | -15.7% | +86.1% | +71.6% |
| YTD | +143.4% | -28.2% | +171.6% | +144.4% |
| 1Y | +153.0% | -34.5% | +187.5% | +159.2% |
| All | +153.0% | -34.7% | +187.7% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling